Moment bounds for mixing random variables useful in nonparametric function estimation

Bounds for even moments of sums of strong mixing random variables are given which extend existing bounds. The method of proof uses simple facts about strong mixing random variables and combinatorial methods. The bound is particularly useful for triangular arrays with entries decreasing in size. To illustrate this, applications are being discussed to nonparametric kernel estimation with dependent observations.

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Year of publication:	1995
Authors:	Cox, Dennis D. ; Kim, Tae Yoon
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 56.1995, 1, p. 151-158
Publisher:	Elsevier
Keywords:	Moment bounds Strong mixing processes Nonparametric kernel estimation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875163